+243.3%
HL vs ALK
-28.9%
+272.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | +7.1% | +0.1% | +6.9% | +7.0% |
| 30D | +21.4% | -18.5% | +39.9% | +28.4% |
| 3M | +37.4% | -3.6% | +41.0% | +37.8% |
| 6M | +0.4% | -3.7% | +4.1% | 0.0% |
| YTD | +6.7% | -19.0% | +25.7% | +11.0% |
| 1Y | +102.4% | -36.0% | +138.4% | +123.2% |
| 3Y | +417.4% | +2.3% | +415.1% | +355.9% |
| 5Y | +243.3% | -27.8% | +271.1% | +207.9% |
| All | +243.3% | -28.9% | +272.2% | +207.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling